+1,834.0%
PEP vs REGN
+3,618.0%
-1,784.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +0.7% | +3.4% | -2.8% | +0.5% |
| 3M | -0.5% | +32.7% | -33.2% | -1.8% |
| 6M | -11.3% | +6.9% | -18.2% | -11.7% |
| YTD | -0.6% | +5.4% | -6.0% | -1.0% |
| 1Y | +1.7% | +45.8% | -44.2% | -0.2% |
| 3Y | -12.5% | -1.5% | -10.9% | -12.9% |
| 5Y | +3.9% | +22.2% | -18.3% | +2.2% |
| 10Y | +76.6% | +103.6% | -27.0% | +69.2% |
| All | +1,834.0% | +3,618.0% | -1,784.0% | +1,393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling